Schmock, Uwe

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Prefix title Titel (vorangestellt)

Univ.Prof. Dipl.-Math. Dr.rer.nat.

Full name Familienname, Vorname

Schmock, Uwe

Main Affiliation Organisationszuordnung

E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik

ORCID

0000-0001-9588-8249

Results 1-10 of 10 (Search time: 0.008 seconds).

	Authors / Editors	Title	Type	Issue Date
1	Elgert, Christiane	Theory of distribution-constrained optimization problems	Thesis Hochschulschrift	2019
2	Riederer, Katharina Daria	Refined Doob inequalities for σ-integrable submartingales and intertemporal risk constraints	Thesis Hochschulschrift	2019
3	Heiny, Johannes	Multivariate extremes and dependence structures : a theoretical background for modelling	Thesis Hochschulschrift	2013
4	Altay, Sühan	Interest rate modeling and optimal trading portfolios with dependence and partial information	Thesis Hochschulschrift	2018
5	Fabrykowski, Lukas	Extended creditRisk+ with guarantees	Thesis Hochschulschrift	2017
6	Arandjelović, Aleksandar	Elements of large deviations theory for banach-space-valued brownian motion and ciesielski’s isomorphism in Weighted Hölder Spaces	Thesis Hochschulschrift	2020
7	Schubert, Alexander	Derivation of an Austrian annuity valuation table for the pension insurance	Thesis Hochschulschrift	2015
8	Porkert, Piet Nikolaus	Central and non-central limit theorems	Thesis Hochschulschrift	2016
9	Spacsenko, Julija Vlagyimirovna	Anwendung adaptierter Abhängigkeit bei der fondsgebundenen Lebensversicherung	Thesis Hochschulschrift	2015
10	Schmidt, Martin	Aggregation ganzzahliger Risiken mit Copula-induzierter Abhängigkeitsstruktur	Thesis Hochschulschrift	2019

Results 1-12 of 12 (Search time: 0.001 seconds).

Title	P-Investigator	Project status
Advanced Mathematical Methods for Finance	Schmock, Uwe	CLOSED
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)	Schmock, Uwe	CLOSED
Coherent Yield Curve Scenario Generation	Schmock, Uwe	CLOSED
Dependence Modeling for Credit Spreads and Interest Rate Term Structures	Schmock, Uwe	CLOSED
Dumping ground hazards and sediments after floodings - risk analysis and minimisation (GEDES)	Schmock, Uwe	CLOSED
Efficient and Numerically Stable Implementation of CreditRisk+	Schmock, Uwe	CLOSED
Extension of CreditRisk+	Schmock, Uwe	CLOSED
Leasing residual value calculator	Schmock, Uwe	CLOSED
Mathematics and Credit Risk	Schmock, Uwe	CLOSED
Mathematics of Financial Risk Measurement and Stochastic Dependence	Schmock, Uwe	CLOSED
Pricing, Hedging and Risk Minimization for Unit-Linked Life Insurance Products	Schmock, Uwe	CLOSED
Social economic model	Schmock, Uwe	CLOSED